Replying to my own question - but I think I've got it figured out...
It seems that there are several non-intuitive things in how Quartus works in play here:
1) Symbol files for .bdf components/design-units are not automatically created.
2) .bdf components/design-units are apparently a 'special case' in the Project Navigator, as there is no context menu entry for creating a symbol for them (as there are for .vhdl based components).
3) You can create a symbol (.bds file) for the .bdf component using the system menu.
4) .bds symbol files are handled differently in the Symbol chooser. They do not show up automatically under the Project symbols, but they can be selected with browser to the right of the "Name" entry area.
5) Once placed on the top-level .bdf schematic, the symbol cannot be updated with the "Update Symbol or Block" action from the context menu, instead you have to go back to the original .bdf and re-create the symbol to update it, then "Update..." it on the parent page to get the new symbol.
6) Pins placed on the sub-component .bdf appear as symbol pins on the component symbol, but are not "promoted" to device pins (they do not show up in the pin-planner tool) unless you connect them to Pins on the top-level .bdf.
At least it does appear to work, and I can live with the quirks...
If anyone with experience trying to do something like this with Quartus notices anything I might be missing, please let me know.
Thanks!